Sidemarkers
Switch (Depends on when you want your sidemarkers on)
Extra Wire (Gauge depends on whether LEDs or not)
Drill
Adhesive
Basic tools - screwdrivers, screws, wire cutters and strippers, some of those crimp connectors if you need to attach longer wire
If any wiring is outside the car, I strongly suggest that its soldered together with a piece of heat shrink tube used to cover it. A little electrical tape around the heat shrink tube doesn't hurt either.
I've never done side markers, but I've done a few sets of fog lights.